Tests for cointegration with structural breaks based on subsamples (Q2445705)
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scientific article; zbMATH DE number 6284758
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| default for all languages | No label defined |
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| English | Tests for cointegration with structural breaks based on subsamples |
scientific article; zbMATH DE number 6284758 |
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Tests for cointegration with structural breaks based on subsamples (English)
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14 April 2014
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level shift
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regime shift
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cointegration
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Brownian motion
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0.8519099354743958
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0.8519099354743958
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0.8517072200775146
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0.8391216993331909
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0.8231610655784607
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